Details about Jochen Schanz

Access statistics for papers by Jochen Schanz.

Last updated 2024-03-10. Update your information in the RePEc Author Service.

Short-id: psc394

Working Papers

2017

1. Is the price right? Swing pricing and investor redemptions
   BIS Working Papers, Bank for International Settlements View citations (13)
2. Liquidity risk in markets with trading frictions: What can swing pricing achieve?
   BIS Working Papers, Bank for International Settlements View citations (5)

2015

3. QE and the Bank Lending Channel in the United Kingdom
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (24)
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2015) View citations (26)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) View citations (9)
   Bank of England working papers, Bank of England (2014) View citations (51)
   Economic Research Papers, University of Warwick - Department of Economics (2015) View citations (9)
   CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE) (2015) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (10)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (11)
4. The relevance or otherwise of the central bank’s balance sheet
   Discussion Papers, Monetary Policy Committee Unit, Bank of England
   Also in CESifo Working Paper Series, CESifo (2014) View citations (12)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (10)
   See also Chapter The Relevance or Otherwise of the Central Bank's Balance Sheet, NBER Chapters, National Bureau of Economic Research, Inc (2013) (2013)

2014

5. Should central banks provide reserves via repos or outright bond purchases?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2011

6. System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
   Bank of England working papers, Bank of England View citations (3)

2010

7. Banks’ Intraday Liquidity Management during Operational Outages
   Post-Print, HAL View citations (1)

2009

8. Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system
   Bank of England working papers, Bank of England View citations (9)
   See also Journal Article Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system, Journal of Banking & Finance, Elsevier (2010) View citations (15) (2010)
9. How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?
   Bank of England working papers, Bank of England View citations (2)

Journal Articles

2023

1. Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions
   International Journal of Central Banking, 2023, 19, (3), 229-267 View citations (2)

2010

2. Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system
   Journal of Banking & Finance, 2010, 34, (2), 314-323 View citations (15)
   See also Working Paper Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system, Bank of England working papers (2009) View citations (9) (2009)

Books

2019

1. Foreign exchange reserves in Africa: benefits, costs and political economy considerations
   BIS Papers, Bank for International Settlements

2018

2. Central banks and debt: emerging risks to the effectiveness of monetary policy in Africa?
   BIS Papers, Bank for International Settlements

Edited books

2009

1. The Economics of Large-value Payments and Settlement: Theory and Policy Issues for Central Banks
   OUP Catalogue, Oxford University Press View citations (24)

Chapters

2020

1. Financial market development and monetary policy
   A chapter in Financial market development, monetary policy and financial stability in emerging market economies, 2020, vol. 113, pp 1-18

2019

2. Regional House Price Differences: Drivers and Risks
   Springer
3. Reserve management in emerging market economies: trends and challenges
   A chapter in Reserve management and FX intervention, 2019, vol. 104, pp 45-55 View citations (1)

2013

4. The Relevance or Otherwise of the Central Bank's Balance Sheet
   A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 103-116
   See also Working Paper The relevance or otherwise of the central bank’s balance sheet, Monetary Policy Committee Unit, Bank of England (2015) (2015)

2011

5. The long-term economic impact of higher capital levels
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 73-81 View citations (5)